+1,716.3%
KKR vs SGI
+820.1%
+896.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.7% |
| 7D | -0.6% | +9.3% | -9.9% | -3.5% |
| 30D | +3.0% | +6.9% | -3.8% | +0.8% |
| 3M | +13.6% | +2.8% | +10.8% | +12.3% |
| 6M | +16.2% | -12.6% | +28.8% | +20.0% |
| YTD | -16.6% | -21.5% | +4.9% | -11.1% |
| 1Y | -23.2% | -18.8% | -4.5% | -19.3% |
| 3Y | +71.7% | +60.8% | +10.9% | +45.1% |
| 5Y | +74.8% | +60.0% | +14.8% | +44.0% |
| 10Y | +711.6% | +267.8% | +443.7% | +373.9% |
| All | +1,716.3% | +820.1% | +896.2% | +678.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling